Call for Paper

Computational finance
Applications of computational finance
Risk management
Data and algorithms
Financial models or systems
Algorithmic trading
Quantitative investing
High-frequency trading
The first option trade
The black-scholes equation
The risk neutral world
Monte carlo methods
The binomial model
Derivative contracts on non-traded assets and real options
Discrete hedging
Jump diffusion
Regime switching
Mean variance portfolio optimization
Quantitative finance
Mathematical finance
Derivatives pricing